Sum of Second Order Linear PDEs

In summary, we have two multivariate functions, u_{1}(x,t) and u_{2}(x,t), which are solutions to second-order linear equations with coefficients of the form A(x,y). However, if the derivatives are altered by something other than their coefficients, the linearity of the equations is undermined. The question is whether u_{1}(x,t)+u_{2}(x,t) is also a second-degree linear PDE, and the answer is yes if we define v=u_{1}+u_{2} and use the linearity of differentiation. However, if we use the second equation with variables such as w_{xx}, then A+H cannot be distributed in the same way.
  • #1
Arkuski
40
0
Suppose we have two multivariate functions, [itex]u_{1}(x,t)[/itex] and [itex]u_{2}(x,t)[/itex]. These functions are solutions to second-order linear equations, which can be written as follows:

[itex]Au_{xx}+Bu_{xy}+Cu_{yy}+Du_{x}+Eu_{y}+Fu=G[/itex]

Each of the coefficients are of the form [itex]A(x,y)[/itex]. Now, the linearity of these equations are undermined when any of the derivatives are altered by something other than their coefficients (a square, multiplied by another derivative, etc). Let's suppose that the previous linear model applies to [itex]u_{1}(x,t)[/itex] and [itex]u_{1}(x,t)[/itex] has the following format:

[itex]Hu_{xx}+Iu_{xy}+Ju_{yy}+Ku_{x}+Lu_{y}+Mu=N[/itex]

The question is to determine whether [itex]u_{1}(x,t)+u_{2}(x,t)[/itex] is also a second degree linear PDE. If we were to compute this, we would find that the derivative of the sum would be the sum of the derivatives (i.e. [itex]\frac{\partial}{\partial x}=u_{1_{x}}+u_{2_{x}}[/itex]. However, in the long sum of the terms, the derivatives appear as a linear combination, so for example, our [itex]\frac{\partial}{\partial x}[/itex] term appears as [itex]Du_{1_{x}}+Ku_{2_{x}}[/itex]. Would the sum thus constitute as being non-linear?
 
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  • #2
If you define ##v=u_{1}+u_{2}##, then by the linearity of differentiation, ##v## satisfies the PDE
$$(A+H)v_{xx}+(B+I)v_{xy}+(C+J)v_{yy}+(D+K)v_{x}+(E+L)v_{y}+(F+M)v=G+N.$$
This is linear in ##v##. If I understand you correctly, this is what you're asking.
 
  • #3
Ackbeet said:
If you define ##v=u_{1}+u_{2}##, then by the linearity of differentiation, ##v## satisfies the PDE
$$(A+H)v_{xx}+(B+I)v_{xy}+(C+J)v_{yy}+(D+K)v_{x}+(E+L)v_{y}+(F+M)v=G+N.$$
This is linear in ##v##. If I understand you correctly, this is what you're asking.

I should have been more clear. I meant that the second equation would have variables [itex]w_{xx}[/itex] and so forth. This way, A+H could not reasonably be distributed as you have them.
 

Related to Sum of Second Order Linear PDEs

What is a second order linear PDE?

A second order linear partial differential equation (PDE) is a mathematical equation that describes the relationship between a function of multiple variables and its partial derivatives up to the second order. In other words, it is an equation involving the function, its first and second order partial derivatives, and possibly the independent variables themselves.

What is the general form of a second order linear PDE?

The general form of a second order linear PDE is:Auxx + Buxy + Cuyy + Dux + Euy + Fu = Gwhere A, B, C, D, E, F, and G are constants and u is the unknown function.

What is the method for solving a second order linear PDE?

The method for solving a second order linear PDE involves using the method of separation of variables, where the solution is assumed to be a product of functions of each variable. This reduces the PDE into two ordinary differential equations, which can then be solved using methods such as integration, substitution, or series solutions.

What are some examples of physical phenomena described by second order linear PDEs?

Some examples of physical phenomena described by second order linear PDEs include heat conduction, wave propagation, and diffusion. These equations are used in many fields, such as physics, engineering, and finance, to model and understand various phenomena.

What are the boundary conditions for a second order linear PDE?

The boundary conditions for a second order linear PDE are the conditions that must be satisfied by the function and its derivatives at the boundaries of the domain. These conditions can be specified as either Dirichlet conditions, where the value of the function is prescribed at the boundary, or Neumann conditions, where the derivative of the function is prescribed at the boundary.

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